+620.2%
ADI vs WM
+330.8%
+289.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.7% |
| 7D | +9.5% | +3.2% | +6.3% | +8.0% |
| 30D | -1.4% | +13.0% | -14.4% | -7.0% |
| 3M | +4.7% | +9.2% | -4.5% | +0.1% |
| 6M | -7.4% | +13.6% | -21.1% | -14.2% |
| YTD | +48.1% | +12.4% | +35.7% | +37.1% |
| 1Y | +69.6% | +21.2% | +48.4% | +50.7% |
| 3Y | +144.4% | +48.7% | +95.7% | +88.7% |
| 5Y | +134.1% | +61.9% | +72.2% | +68.9% |
| All | +620.2% | +330.8% | +289.4% | +186.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling